+548.6%
FAST vs EXC
+197.6%
+351.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +4.3% | -1.4% | +5.6% | +4.8% |
| 30D | +8.3% | +8.3% | 0.0% | +5.0% |
| 3M | +6.5% | +2.6% | +3.9% | +5.2% |
| 6M | +29.5% | +5.2% | +24.3% | +26.7% |
| YTD | +41.3% | +7.5% | +33.7% | +36.3% |
| 1Y | +37.4% | +3.2% | +34.2% | +34.6% |
| 3Y | +98.5% | +29.5% | +69.0% | +74.5% |
| 5Y | +111.1% | +39.7% | +71.5% | +77.8% |
| 10Y | +548.6% | +200.1% | +348.5% | +344.7% |
| All | +548.6% | +197.6% | +351.0% | +344.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling